Tagged Questions

The foreign exchange market (forex, FX, or currency market) is a global, worldwide-decentralized financial market for trading currencies. Commonly traded instruments include spot, forward, swaps, futures, and options. The FX market is the most liquid financial market in the world. There is no ...

i'm writing an python application that uses fxcm's xml feed. here is the link
http://rates.fxcm.com/RatesXML
does anyone know if there are limits on how many times you can access this data? right now ...

Suppose you have a lease agreement where the functional/domestic currency is RUB and the currency on which the lease is written USD. Let $S$ be the USD/RUB exchange rate (# of rubles per 1 dollar). ...

This is a generic question about the quotations of assets but for the sake of reducing ambiguity, let's consider the EUR/USD exchange rate. If the answer varies for other asset classes, please note ...

I am wondering whether anyone can share experiences and longer term average probabilities of fills when quoting inside the spread at various fx ECNs. I need to make an assumption of the probability of ...

Does delta neutral portfolio mean you add up deltas of all positions and the sum should be zero? Is this true?
Also, in a FX portfolio consisting of FX calls puts and Fwds, if FWD delta is given for ...

This question has been bugging me for awhile now and I've been trying to find a definite answer, however, no avail...
My question, in specific, relates to the USD/CNH CCS rate. From what I understand ...

The following question is probably (from a practical point of view) more relevant for EM markets which typically exhibit a more pronounced forward volatility compared to spot volatility.
Say I buy a ...

I am somewhat experienced in Forex trading, but I have a question which has bothered me for quite some time.
If we for instance go back in time four months, to before the beginning of value loss the ...

I did a mistake just now and bought 2000+ pip difference USD/RUB. (I tought Its 2.0 but 2,0) I can't contact to forex office because its 2 AM here. now It shows 5k+ USD loss. I am in panic right now.
...

Suppose you are only talking about a single currency pair, say EUR/USD. Throughout some period of time, you engage in trades with various other parties, sometimes buying, sometimes selling. The rates ...

I have 19 currency pairs like USD.AUD, USD.CAD, etc. Also 82 cross currency pairs like AUD.CAD, EUR.AUD,EUR.CAD etc.
When I look to their graphs, most look similar, so I want to reduce number of pair ...

I would like to reproduce the results in the paper "The scale of market quakes", from T. Bisig, But I am getting stuck at the computation of the Fourier Coefficients in equation (4). They are defined ...

It is usually taught in forex training courses that the risk:reward ratio should be 1:2.
My question is: why is it 1:2 but not other ratio?
Also, I am new to forex trading. To what level of technical ...

I think this is a bit odd question. Let us say I want to hedge my fx exposure every month but using 3 month forwards . How can I do that ? Is it not easy just to use 1 month forwards ? I recalculate ...

Was taking a look at an NZD spot deal that was traded on a Friday for value the following Tuesday (t+2). Somehow this trade became classified as a forward by our back office systems (dealer says they ...

I came across a paper, not sure it originated from academia or a blog or such, that reported on applying principal components to build currency baskets from a set of individual currency pairs and to ...

I have been aggregating some tick data from Oanda's streaming API to try and get an idea of the relative cost and best time to trade different currency pairs. The idea was to plot the spread of the ...

I'm about to embark on training a neural network on daily forex data, with a view to obtaining a predictive network. I'm also interested in using data other than the forex currency pair data itself, ...

My understanding is that forward rates are calculated by comparing interbank interest rates of the 2 currencies for a currency pair, with the points being the difference between spot and the forward ...